Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47420.54 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46022.52 Kr¶

PnL: ---------------------------------------> -866.05 Kr¶

DD now: ---------------------------------> -2.487 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 09:14:52.670347'

Anic Portfolio¶

Today¶

Return: -0.225 %¶

This Week¶

Return: -0.225 %¶

Total¶

Return: 55.243 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.160000 3135.000000 208.000000 7.110000 2927.000000
HEBA B 70 -1.870000 2758.000000 122.000000 4.630000 2636.000010
HMS Networks 2 0.620000 784.800000 111.800000 16.610000 673.000000
Nordea Bank Abp 29 0.000000 3514.800000 60.800000 1.760000 3453.999992
MedCap 2 0.000000 467.000000 46.000000 10.930000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -2.350000 398.800000 43.800000 12.340000 355.000000
SAAB B 8 -0.230000 3412.000000 35.000000 1.040000 3377.000000
Resurs Holding 22 -1.150000 603.020000 29.020000 5.060000 573.999998
Swedbank A 3 -0.080000 588.900000 24.900000 4.410000 564.000000
AcadeMedia 12 0.250000 580.800000 23.800000 4.270000 557.000004
OEM International B 7 0.380000 549.500000 21.500000 4.070000 527.999997
Corem Property Group B 59 -3.080000 594.720000 17.720000 3.070000 576.999999
Intrum 4 -0.730000 544.000000 17.000000 3.230000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.360000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Securitas B 6 -0.610000 584.400000 14.400000 2.530000 570.000000
Norva24 Group 16 -0.510000 557.120000 14.120000 2.600000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -0.840000 254.880000 8.880000 3.610000 246.000000
Karnov Group 9 -0.830000 540.900000 4.900000 0.910000 536.000004
Coor Service Management Hold. 8 -1.260000 534.000000 2.000000 0.380000 532.000000
Boozt 12 -0.930000 1654.800000 0.800000 0.050000 1653.999996
Creaspac SPAC 6 -0.830000 576.600000 -0.400000 -0.070000 577.000002
Handelsbanken A 5 -0.370000 538.250000 -7.750000 -1.420000 546.000000
Midsona B 63 1.220000 574.560000 -8.440000 -1.450000 582.999984
CTEK 13 -0.260000 508.300000 -25.700000 -4.810000 533.999999
International Petroleum Corp. 5 -1.310000 566.500000 -28.070000 -4.720000 594.565215
Essity B 2 0.520000 537.200000 -36.800000 -6.410000 574.000000
Vivesto 1368 2.370000 567.170000 -45.830000 -7.480000 612.999432
Essity A 4 0.370000 1078.000000 -71.000000 -6.180000 1149.000000
Sampo Oyj SDB 7 -0.280000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 -0.570000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -0.930000 2756.000000 -215.000000 -7.240000 2971.000006
OX2 18 -0.500000 1438.200000 -225.800000 -13.570000 1663.999992
Axfood 13 0.820000 3495.700000 -260.300000 -6.930000 3756.000001
Ovzon 52 0.930000 2808.000000 -554.000000 -16.480000 3361.999992
TOTAL 46022.520000 -866.050000 -2.48685% 46888.564618

Updated:¶

'2023-01-30 09:15:05.495006'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶